You can turn off autocomplete under tools-options-content in Internet Explorer, I'm not sure about AOL.

The best thing for hiding your sh!t- http://www.megaproxy.com
There might be a better free anonymizer out there, I haven't checked in a long time.

You don't have to download anything to use it. It used to be entirely free but now it has a bandwidth limit per day for its free users. If you have a high speed connection you'll have to find something else because I don't think it allows non-paying users to stream data through it.

Another thing- if your'e using an anonymizer like megaproxy and you're going to be searching always search from a different place than the site you start from. If you start at google.com, for example, and you have autocomplete still on, it will record what you search for unless you go somewhere else to search or at least go somewhere else and come back. Then it doesn't keep track of anything.